+2,896.7%
UNH vs EFA
+386.6%
+2,510.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | -3.8% | -1.3% | -2.5% | -3.0% |
| 3M | -4.3% | +5.2% | -9.5% | -7.7% |
| 6M | +38.6% | +9.4% | +29.3% | +29.6% |
| YTD | +20.7% | +12.7% | +8.0% | +10.1% |
| 1Y | +16.0% | +19.3% | -3.3% | +2.0% |
| 3Y | -13.5% | +66.3% | -79.8% | -40.5% |
| 5Y | +3.5% | +53.4% | -49.8% | -25.8% |
| 10Y | +245.3% | +144.4% | +100.9% | +80.2% |
| All | +2,896.7% | +386.6% | +2,510.1% | +895.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling